Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GWOAX (GMO GLOBAL DEVELOPED EQUITY ALLOCATION FUND CLASS III) | 12.03% | 15.51% | 15.31% | 11.91% | 7.98% | 9.50% | 7.37% | 7.35% |
Data as of 06/30/2025, AR inception is 06/16/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GWOAX (GMO GLOBAL DEVELOPED EQUITY ALLOCATION FUND CLASS III) | 06/16/2005 | 06/30/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.81 | 15.51 | 15.31 | 11.91 | 7.98 | 9.50 | 7.37 | 7.35 | 12.03 | 6.14 | 22.48 | -17.58 | 13.25 | 10.53 | 26.55 | -12.95 | 25.64 | 6.78 | -4.15 | -0.54 | 25.34 | 14.61 | 0.42 | 8.95 | 19.93 | -32.08 | 10.03 | 20.09 | 10.33 |
| Sharpe Ratio | NA | 0.76 | 0.74 | 0.66 | 0.37 | NA | NA | 0.35 | 1.20 | -0.04 | 1.54 | -0.93 | 0.96 | 0.32 | 2.21 | -0.97 | 3.91 | 0.45 | -0.27 | -0.05 | 2.35 | 1.24 | 0.02 | 0.52 | 0.96 | -0.94 | 0.43 | 1.39 | 1.92 |
| Standard Deviation(%) | NA | 16.18 | 14.94 | 15.51 | 16.82 | NA | NA | 17.56 | 18.96 | 12.57 | 11.94 | 20.51 | 13.81 | 31.87 | 11.38 | 14.69 | 6.42 | 14.50 | 15.36 | 11.13 | 10.79 | 11.82 | 21.59 | 17.09 | 20.77 | 35.06 | 16.39 | 12.19 | 9.05 |
| Draw Down(%) | NA | 13.85 | 14.52 | 31.11 | 35.28 | NA | NA | 49.92 | 13.85 | 8.20 | 9.57 | 29.19 | 6.72 | 35.28 | 7.56 | 22.83 | 1.96 | 11.10 | 16.62 | 12.54 | 7.47 | 10.52 | 16.29 | 15.30 | 23.74 | 42.61 | 11.10 | 13.81 | 6.13 |
| Yield(%) | 0.00 | 5.09 | 5.38 | 6.22 | 5.47 | 7.47 | 6.12 | 6.10 | 0.00 | 5.50 | 7.02 | 2.55 | 8.47 | 4.06 | 5.26 | 2.53 | 3.69 | 6.56 | 10.71 | 12.10 | 3.37 | 3.62 | 2.18 | 1.74 | 2.91 | 6.20 | 12.30 | 7.19 | 3.30 |
Data as of 06/30/2025, AR inception is 06/16/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GWOAX (GMO GLOBAL DEVELOPED EQUITY ALLOCATION FUND CLASS III) |
-10.41%
Feb 2006 - Feb 2009 |
-2.07%
May 2007 - May 2012 |
3.67%
Dec 2006 - Dec 2016 |
3.20%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GWOAX (GMO GLOBAL DEVELOPED EQUITY ALLOCATION FUND CLASS III) |
18.63%
Feb 2009 - Feb 2012 |
17.86%
Feb 2009 - Feb 2014 |
10.69%
Feb 2009 - Feb 2019 |
9.88%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart